https://github.com/fipelle/messytimeseriesoptim.jl - Simplified initialisation

- Julia
Published by fipelle about 2 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Multivariate initialisation

- Julia
Published by fipelle about 2 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Bug fix for new DFM initialisation

- Julia
Published by fipelle over 2 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Fix in initialisation for DFM models

- Julia
Published by fipelle over 2 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Patch release: initialise idio cycle as ar(1)

- Julia
Published by fipelle about 3 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Use of compute_scaling_factors(...) within validation + bug fixes

- Julia
Published by fipelle about 3 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - v0.1.6

Added support the new sequential approach for filtering and smoothing in MessyTimeSeries.jl

- Julia
Published by fipelle over 3 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - v0.1.5

Patch release

- Julia
Published by fipelle over 3 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - v0.1.4

Implemented Kitagawa's trend for non-stationary DFMs

- Julia
Published by fipelle over 3 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - v0.1.3

MessyTimeSeriesOptim v0.1.3

Diff since v0.1.2

Closed issues: - Get rid of StableRNG? (#6)

Merged pull requests: - Logo (#8) (@fipelle) - Implemented N as a sparse matrix -> notable memory improvements for high-dimensional problems (#9) (@fipelle)

- Julia
Published by github-actions[bot] almost 4 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Increased efficiency via sparse matrices

- Julia
Published by fipelle almost 4 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - v0.1.2

MessyTimeSeriesOptim v0.1.2

Added support for Documenter

Merged pull requests: - TSAnalysis => MessyTimeSeries + toml changes (#1) (@fipelle) - Added Random (#2) (@fipelle) - Update version to solve Git issue (#3) (@fipelle) - Patch release: updated DFM benchmarks (#4) (@fipelle) - Dev: Added documenter support (#5) (@fipelle)

- Julia
Published by github-actions[bot] about 4 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Added support for Documenter

- Julia
Published by fipelle about 4 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - Patch release

- Julia
Published by fipelle about 4 years ago

https://github.com/fipelle/messytimeseriesoptim.jl - First release

- Julia
Published by fipelle about 4 years ago